Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 150'351 CHF | 150'851 CHF | 99.73% | 99.73% |
19.11.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 152'021 CHF | 152'521 CHF | 99.82% | 99.82% |
18.11.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 150'193 CHF | 150'693 CHF | 100.00% | 100.00% |
15.11.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 147'121 CHF | 147'621 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 148'732 CHF | 149'232 CHF | 100.00% | 100.00% |
13.11.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 152'181 CHF | 152'681 CHF | 99.94% | 99.94% |
12.11.2024 | 0.34% | 3.00 CHF | 3.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 146'668 CHF | 147'168 CHF | 100.00% | 100.00% |
11.11.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 146'880 CHF | 147'380 CHF | 99.65% | 99.65% |
08.11.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 150'869 CHF | 151'369 CHF | 100.00% | 100.00% |
07.11.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 149'243 CHF | 149'743 CHF | 99.70% | 99.70% |